That probably means there's a tracking cookie in there somewhere, or it requires a key to open. With the desktop images on the page, you have to give them your email address to download. Maybe you need to give them your email address to activate the screensaver...?
I'd bet it's a tracking cookie for marketing purposes.
Disconnect your internet, and try to install it and see what happens...
If by Jick you mean KoL, it probably is reporting the last website you visited (marketing...)
SBC internet services appears to be a business web hosting service. SBC.
Interland Inc. is a web marketing service. Interland Inc.